Triple negative breast cancers pose an important challenge both for patients and their clinicians due to their aggressive disease course, poor long-term survival and lack of effective systemic treatment options. Recent scientific advances show that the adaptive immune system harbors the intrinsic capacity to eradicate cancer, generally through mechanisms that involve cytotoxic T-cells. Immune checkpoint inhibition boosts the host-anti-tumor response in many solid tumors, including breast cancer. However, cancer cells acquire ways to evade immunosurveillance and intra-tumoral T-cells are often functionally impaired, resulting in overt clinical cancer. Interestingly, the efficacy of immune checkpoint inhibition appears to correlate with tumor immunogenicity and the tumor mutational burden. Triple negative breast cancer has the highest tumor mutational burden of all breast cancer subtypes and therefore is believed to be the most immunogenic subtype. For this reason, clinical trials to date mainly focus on this specific subtype. Here, we review the accumulating evidence for immune checkpoint blockade in triple negative breast cancer.